Soc. Generale Call 36 EVT 13.12.2.../  DE000SR4R5E8  /

EUWAX
3/1/2021  6:16:03 PM Chg.+0.36 Bid9:59:57 PM Ask- Underlying Strike price Expiration date Option type
8.39EUR +4.48% 8.37
Bid Size: 660
-
Ask Size: -
EVOTEC SE INH O.N. 36.00 EUR 12/13/2023 Call

Master data

WKN: SR4R5E
Issuer: Société Générale
Currency: EUR
Underlying: EVOTEC SE INH O.N.
Type: Warrant
Option type: Call
Strike price: 36.00 EUR
Maturity: 12/13/2023
Issue date: 9/23/2019
Last trading day: 12/11/2023
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 3.99
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.98
Historic volatility: 0.41
Parity: -3.93
Time value: 8.03
Break-even: 44.03
Moneyness: 0.89
Premium: 0.37
Premium p.a.: 0.12
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.43
Theta: 0.00
Omega: 1.71
Rho: 0.16
 

Quote data

Open: 8.54
High: 8.54
Low: 8.29
Previous Close: 8.03
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.26%
1 Month  
+1.57%
3 Months  
+147.49%
YTD  
+68.81%
1 Year  
+108.71%
3 Years     -
5 Years     -
1W High / 1W Low: 8.39 7.75
1M High / 1M Low: 11.21 7.75
6M High / 6M Low: 11.21 2.61
High (YTD): 2/16/2021 11.21
Low (YTD): 1/19/2021 4.14
52W High: 2/16/2021 11.21
52W Low: 10/7/2020 2.61
Avg. price 1W:   8.02
Avg. volume 1W:   0.00
Avg. price 1M:   9.25
Avg. volume 1M:   0.00
Avg. price 6M:   4.57
Avg. volume 6M:   0.00
Avg. price 1Y:   4.36
Avg. volume 1Y:   0.00
Volatility 1M:   84.93%
Volatility 6M:   111.64%
Volatility 1Y:   131.47%
Volatility 3Y:   -